The positive semidefiniteness of partitioned matrices (Q1111655): Difference between revisions

The author gives the character of the Löwner order, i.e. for symmetric matrices A and C such that \(C\leq A\), a symmetric matrix B satisfies \(C\leq B\leq A\) if and only if \(tr(R'B)\leq 1/2tr\{R'(A+C)\}+1/4tr(Q_ R)\) for all possible R, where \(Q_ R=\{(A-C)^{1/2}(R+R')(A-C)(R+R')(A- C)^{1/2}\}^{1/2}.\) An application to varieties of problems concerning Löwner ordered matrices are obtained.